-49.5%
SMR vs MTSI
+253.8%
-303.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +10.8% | +5.4% | +10.1% |
| 7D | -9.6% | -10.0% | +0.4% | -3.9% |
| 30D | -33.8% | -37.2% | +3.4% | -15.1% |
| 3M | -46.4% | -30.1% | -16.3% | -36.8% |
| 6M | -62.4% | -31.9% | -30.5% | -55.9% |
| YTD | -64.1% | +23.2% | -87.3% | -71.5% |
| 1Y | -84.3% | +26.4% | -110.7% | -87.6% |
| 3Y | +55.8% | +186.2% | -130.3% | -12.9% |
| All | -49.5% | +253.8% | -303.3% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling